+169.8%
AMAT vs SGOV
+3.8%
+166.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +1.6% |
| 7D | +0.4% | 0.0% | +0.3% | +3.1% |
| 30D | -16.6% | +0.3% | -16.9% | -0.7% |
| 3M | -17.3% | +0.9% | -18.2% | +31.0% |
| 6M | +30.3% | +1.8% | +28.5% | +171.2% |
| YTD | +78.3% | +2.5% | +75.7% | +366.5% |
| 1Y | +169.8% | +3.8% | +166.0% | +1,633.1% |
| All | +169.8% | +3.8% | +166.0% | +1,633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SGOV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling